"Value at Risk of SET Returns Based on Bayesian Markov-Switching GARCH ..."

Petchaluck Boonyakunakorn, Pathairat Pastpipatkul, Songsak Sriboonchitta (2019)

Details and statistics

DOI: 10.1007/978-3-030-04263-9_25

access: closed

type: Part in Book or Collection

metadata version: 2018-11-29

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